Trading Toolbox™ Release

Notes
How to Contact MathWorks

www.mathworks.com Web
comp.soft-sys.matlab Newsgroup
www.mathworks.com/contact_TS.html Technical Support

suggest@mathworks.com Product enhancement suggestions

bugs@mathworks.com Bug reports
doc@mathworks.com Documentation error reports
service@mathworks.com Order status, license renewals, passcodes
info@mathworks.com Sales, pricing, and general information

508-647-7000 (Phone)

508-647-7001 (Fax)

The MathWorks, Inc.

3 Apple Hill Drive
Natick, MA 01760-2098
For contact information about worldwide offices, see the MathWorks Web site.
Trading Toolbox™ Release Notes
© COPYRIGHT 2013–2014 by The MathWorks, Inc.
The software described in this document is furnished under a license agreement. The software may be used
or copied only under the terms of the license agreement. No part of this manual may be photocopied or
reproduced in any form without prior written consent from The MathWorks, Inc.
FEDERAL ACQUISITION: This provision applies to all acquisitions of the Program and Documentation
by, for, or through the federal government of the United States. By accepting delivery of the Program
or Documentation, the government hereby agrees that this software or documentation qualifies as
commercial computer software or commercial computer software documentation as such terms are used
or defined in FAR 12.212, DFARS Part 227.72, and DFARS 252.227-7014. Accordingly, the terms and
conditions of this Agreement and only those rights specified in this Agreement, shall pertain to and govern
the use, modification, reproduction, release, performance, display, and disclosure of the Program and
Documentation by the federal government (or other entity acquiring for or through the federal government)
and shall supersede any conflicting contractual terms or conditions. If this License fails to meet the
government’s needs or is inconsistent in any respect with federal procurement law, the government agrees
to return the Program and Documentation, unused, to The MathWorks, Inc.

Trademarks
MATLAB and Simulink are registered trademarks of The MathWorks, Inc. See
www.mathworks.com/trademarks for a list of additional trademarks. Other product or brand
names may be trademarks or registered trademarks of their respective holders.
Patents
MathWorks products are protected by one or more U.S. patents. Please see
www.mathworks.com/patents for more information.
 Contents

R2014a
Bug Fixes

R2013b
Support for CQG API . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
Support for Interactive Brokers TWS API . . . . . . . . . . . . . . 4

R2013a
Trading Toolbox contains Trading Technologies
X_TRADER . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
Bloomberg EMSX support . . . . . . . . . . . . . . . . . . . . . . . . . . 6

iii
iv Contents
R2014a
Version: 2.1

New Features: No

Bug Fixes: Yes

1
R2013b
Version: 2.0

New Features: Yes

Bug Fixes: No

3
R2013b

Support for CQG API

Create and maintain orders, routes, and strategies using CQG®.

Function Purpose
cqg Open CQG connection.
close Close CQG connection.
createOrder Create CQG order.
history Request CQG historical data.
realtime Subscribe to CQG instrument.
shutDown Close CQG connection.
startUp Start CQG Connection.

timeseries Request CQG intraday tick data.

Support for Interactive Brokers TWS API

Create and maintain orders, routes, and strategies using Interactive Brokers®.

Function Purpose
ibtws Open IB Trader WorkstationSM connection.
close Close IB Trader Workstation connection.
createOrder Create IB Trader Workstation order.
getData Get current Interactive Brokers data.
history Request Interactive Brokers historical data.
timeseries Request Interactive Brokers aggregated intraday
data.

4
R2013a
Version: 1.0

New Features: Yes

Bug Fixes: No

5
R2013a

Trading Toolbox contains Trading Technologies

X_TRADER
Compatibility Considerations: Yes

X_TRADER® support has migrated from Datafeed Toolbox™ to Trading

Toolbox™. Use Trading Technologies® X_TRADER to access market data
and submit orders.

Function Purpose
xtrdr Create an X_TRADER connection.
close Terminate an X_TRADER connection.
createInstrument Create instruments for X_TRADER.
createNotifier Create an instrument notifier for X_TRADER.
createOrderProfile Create order profiles for X_TRADER.
createOrderSet Create an order set for X_TRADER.
getData Obtain current X_TRADER data.

Compatibility Considerations

If you used Trading Technologies X_TRADER with a previous release of

Datafeed Toolbox, you must have a license for Trading Toolbox for R2013a.

Bloomberg EMSX support

Create and maintain orders, routes, and strategies using Bloomberg® EMSX.

Function Purpose
emsx Create a Bloomberg EMSX connection.
close Close a Bloomberg EMSX connection.
createOrder Create a Bloomberg EMSX order.
createOrderAndRouteCreate and route a Bloomberg EMSX order.

6
 Bloomberg® EMSX support

Function Purpose
Create and route a Bloomberg EMSX order with
createOrderAndRouteWithStrat
strategies.
deleteOrder Delete a Bloomberg EMSX order.
deleteRoute Delete a Bloomberg EMSX route.
getAllFieldMetaDataObtain Bloomberg EMSX field information.

getBrokerInfo Obtain Bloomberg EMSX broker and strategy

information.

getOrderInfo Obtain Bloomberg EMSX order information.

getRouteInfo Obtain Bloomberg EMSX route information.

modifyOrder Modify a Bloomberg EMSX order.

modifyRoute Modify a Bloomberg EMSX route.
Modify a Bloomberg EMSX route with strategies.
modifyRouteWithStrat
orders Obtain Bloomberg order subscriptions.
emsxOrderBlotter Bloomberg EMSX example order blotter.
processEvent Sample of a Bloomberg EMSX event handler.
routeOrder Route a Bloomberg EMSX order.
routeOrderWithStratRoute a Bloomberg EMSX order with strategies.
routes Obtain Bloomberg EMSX route subscriptions.